+73.7%
UAL vs CCJ
+765.4%
-691.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | +10.5% | -13.2% | +23.6% | +14.9% |
| 3M | -13.5% | -27.6% | +14.2% | -5.4% |
| 6M | +14.2% | -38.7% | +52.9% | +30.4% |
| YTD | -2.2% | -22.7% | +20.4% | +2.9% |
| 1Y | +12.5% | -17.6% | +30.1% | +16.0% |
| 3Y | +186.8% | +62.7% | +124.1% | +125.6% |
| 5Y | +119.4% | +159.7% | -40.4% | +40.9% |
| All | +73.7% | +765.4% | -691.7% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling